Causal mediation analysis: selection with asymptotically valid inference
From MaRDI portal
Cites work
- A perturbation method for inference on regularized regression estimates
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- Analysis of a random forests model
- Asymptotics for Lasso-type estimators.
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment
- Bayesian shrinkage estimation of high dimensional causal mediation effects in omics studies
- Can one estimate the conditional distribution of post-model-selection estimators?
- Conceptual issues concerning mediation, interventions and composition
- Consistent estimation of the influence function of locally asymptotically linear estimators
- Direct effect models
- Discovering treatment effect heterogeneity through post-treatment variables with application to the effect of class size on mathematics scores
- Double/debiased machine learning for treatment and structural parameters
- Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models
- Hypothesis test of mediation effect in causal mediation model with high-dimensional continuous mediators
- Improved rates and asymptotic normality for nonparametric neural network estimators
- Mediation analysis with multiple mediators
- Models as approximations. I. Consequences illustrated with linear regression
- Nearly unbiased variable selection under minimax concave penalty
- Nonlinear mediation analysis with high‐dimensional mediators whose causal structure is unknown
- Nonparametric efficient causal mediation with intermediate confounders
- On the adaptive elastic net with a diverging number of parameters
- Oracle inequalities for multi-fold cross validation
- Pathway Lasso: pathway estimation and selection with high-dimensional mediators
- Perturbation bootstrap in adaptive Lasso
- Root-N-Consistent Semiparametric Regression
- Simple measures of uncertainty for model selection
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- Sparse principal component based high-dimensional mediation analysis
- Stacked regressions
- Super Learner
- Testing Mediation Effects Using Logic of Boolean Matrices
- The Adaptive Lasso and Its Oracle Properties
- The bootstrap and Edgeworth expansion
- The Model Confidence Set
- Tuning Parameter Selection for the Adaptive Lasso Using ERIC
- Valid post-selection inference
- Valid post-selection inference in model-free linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Visualization and assessment of model selection uncertainty
This page was built for publication: Causal mediation analysis: selection with asymptotically valid inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6911603)
